+90.5%
WFC vs ACHR
-25.3%
+115.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.9% | +10.9% | +0.9% |
| 7D | +1.7% | +11.9% | -10.2% | +0.6% |
| 30D | +6.8% | -2.5% | +9.3% | +6.8% |
| 3M | -3.0% | -31.2% | +28.2% | -0.4% |
| 6M | +15.4% | -32.2% | +47.6% | +17.7% |
| YTD | -5.9% | -42.4% | +36.5% | -3.1% |
| 1Y | +1.7% | -49.9% | +51.6% | +5.8% |
| 3Y | +124.9% | -12.9% | +137.8% | +112.0% |
| 5Y | +90.5% | -24.6% | +115.0% | +67.1% |
| All | +90.5% | -25.3% | +115.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling